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I understand that it is possible to set up asp.net webs to run on clusters but i have no idea how this could be done. Any thoughts welcome even if you don't know how to set up one.

Here are my thoughts

From what I understand, to set up an web app to run on a cluster of servers, the first thing that needs to be achieved is to load balance the web servers, this means app sessions need to persist across diff servers, this could be easily achieved in .net by
using a database to store session variables. but the question is how do you set up load balancing for IIS?

The next question is how do you load balance the database. Now this is a really tough one. Is it even possible to achieve this using SQL Server 2000 without building this functionality in as part of the application itself? I know this is possible with oracle
10g, but what's sql server doing about this?

Windows 2003 has a Network Load Balancing component that can be installed. If NLB doesn't do what you want, then as long as you are using Windows 2003 Enterprise, you can also set up an actual cluster using the built-in Cluster Service. It all depends
on what functionality you need. There should be plenty of documents on how to set up both (NLB and Clustering) on Technet.